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Add support for indicator constraints in MPSolver #132
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Original file line number | Diff line number | Diff line change |
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@@ -1511,6 +1511,25 @@ MPConstraint* MPSolver::MakeRowConstraint(const LinearRange& range, | |
return constraint; | ||
} | ||
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MPConstraint* MPSolver::MakeIndicatorConstraint( | ||
double lb, double ub, const std::string& name, | ||
const MPVariable* indicator_variable, bool indicator_value) { | ||
const int constraint_index = NumConstraints(); | ||
MPConstraint* const constraint = | ||
new MPConstraint(constraint_index, lb, ub, name, interface_.get()); | ||
// TODO: check that variable is boolean? | ||
There was a problem hiding this comment. Choose a reason for hiding this commentThe reason will be displayed to describe this comment to others. Learn more. 👍🏻 |
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constraint->indicator_variable_ = indicator_variable; | ||
constraint->indicator_value_ = indicator_value; | ||
if (constraint_name_to_index_) { | ||
gtl::InsertOrDie(&*constraint_name_to_index_, constraint->name(), | ||
constraint_index); | ||
} | ||
constraints_.push_back(constraint); | ||
constraint_is_extracted_.push_back(false); | ||
interface_->AddIndicatorConstraint(constraint); | ||
There was a problem hiding this comment. Choose a reason for hiding this commentThe reason will be displayed to describe this comment to others. Learn more. Check the return value ? |
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return constraint; | ||
} | ||
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int MPSolver::ComputeMaxConstraintSize(int min_constraint_index, | ||
int max_constraint_index) const { | ||
int max_constraint_size = 0; | ||
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@@ -443,6 +443,13 @@ class MPSolver { | |||||||||||||
MPConstraint* MakeRowConstraint(const LinearRange& range, | ||||||||||||||
const std::string& name); | ||||||||||||||
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/// Creates a named indicator constraint with given bounds and given | ||||||||||||||
/// indicator variable. | ||||||||||||||
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Suggested change
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MPConstraint* MakeIndicatorConstraint(double lb, double ub, | ||||||||||||||
const std::string& name, | ||||||||||||||
const MPVariable* indicator_variable, | ||||||||||||||
bool indicator_value); | ||||||||||||||
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/** | ||||||||||||||
* Returns the objective object. | ||||||||||||||
* | ||||||||||||||
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@@ -0,0 +1,79 @@ | ||
// Copyright 2010-2024 Google LLC | ||
// Licensed under the Apache License, Version 2.0 (the "License"); | ||
// you may not use this file except in compliance with the License. | ||
// You may obtain a copy of the License at | ||
// | ||
// http://www.apache.org/licenses/LICENSE-2.0 | ||
// | ||
// Unless required by applicable law or agreed to in writing, software | ||
// distributed under the License is distributed on an "AS IS" BASIS, | ||
// WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. | ||
// See the License for the specific language governing permissions and | ||
// limitations under the License. | ||
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#include <fstream> | ||
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#include "gtest/gtest.h" | ||
#include "ortools/base/init_google.h" | ||
#include "ortools/linear_solver/linear_solver.h" | ||
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namespace operations_research { | ||
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TEST(ScipInterface, IndicatorConstraint0) { | ||
MPSolver solver("SCIP", MPSolver::SCIP_MIXED_INTEGER_PROGRAMMING); | ||
// Maximize x <= 100 | ||
auto x = solver.MakeNumVar(0, 100, "x"); | ||
solver.MutableObjective()->SetMaximization(); | ||
solver.MutableObjective()->SetCoefficient(x, 1); | ||
// With indicator constraint | ||
// if var = 0, then x <= 10 | ||
auto var = solver.MakeBoolVar("indicator_var"); | ||
auto ct = solver.MakeIndicatorConstraint(0, 10, "test", var, false); | ||
ct->SetCoefficient(x, 1); | ||
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// Leave var free ==> x = 100 | ||
solver.Solve(); | ||
EXPECT_EQ(var->solution_value(), 1); | ||
EXPECT_EQ(x->solution_value(), 100); | ||
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// Force var to 0 ==> x = 10 | ||
var->SetUB(0); | ||
solver.Solve(); | ||
EXPECT_EQ(x->solution_value(), 10); | ||
} | ||
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TEST(ScipInterface, IndicatorConstraint1) { | ||
MPSolver solver("SCIP", MPSolver::SCIP_MIXED_INTEGER_PROGRAMMING); | ||
// Maximize x <= 100 | ||
auto x = solver.MakeNumVar(0, 100, "x"); | ||
solver.MutableObjective()->SetMaximization(); | ||
solver.MutableObjective()->SetCoefficient(x, 1); | ||
// With indicator constraint | ||
// if var = 1, then x <= 10 | ||
auto var = solver.MakeBoolVar("indicator_var"); | ||
auto ct = solver.MakeIndicatorConstraint(0, 10, "test", var, true); | ||
ct->SetCoefficient(x, 1); | ||
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// Leave var free ==> x = 100 | ||
solver.Solve(); | ||
EXPECT_EQ(var->solution_value(), 0); | ||
EXPECT_EQ(x->solution_value(), 100); | ||
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// Force var to 0 ==> x = 10 | ||
var->SetLB(1); | ||
solver.Solve(); | ||
EXPECT_EQ(x->solution_value(), 10); | ||
} | ||
} // namespace operations_research | ||
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int main(int argc, char** argv) { | ||
absl::SetFlag(&FLAGS_stderrthreshold, 0); | ||
testing::InitGoogleTest(&argc, argv); | ||
auto solver = operations_research::MPSolver::CreateSolver("scip"); | ||
if (solver == nullptr) { | ||
LOG(ERROR) << "SCIP solver is not available"; | ||
return EXIT_SUCCESS; | ||
} else { | ||
return RUN_ALL_TESTS(); | ||
} | ||
} |
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MPVariable::integer
to check it's an integer variable on the indicator variable, and possibly test it's bounds (0 & 1).